论文信息 - Solving cone-constrained convex programs by differential inclusions

Solving cone-constrained convex programs by differential inclusions

A differential inclusion is designed for solving cone-constrained convex programs. The method is of subgradient-projection type. It involves projection, penalties and Lagrangian relaxation. Nonsmooth data can be accommodated. A novelty is that multipliers converge monotonically upwards to equilibrium levels. An application to stochastic programming is considered.

Sjur Didrik Flåm | Alberto Seeger

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